期刊论文详细信息
Journal of Business Economics and Management | |
Time‐varying volatility modelling of Baltic stock markets | |
Rasa Smaliukienė1  Renata Korsakienė1  Bora Aktan2  | |
[1] Vilnius Gediminas Technical University, Saulėtekio al 11, 10223 Vilnius, Lithuania;Yasar University, Faculty of Economics and Business, Department of Finance, Selcuk Yasar Campus, 35100 Bornova, Izmir, Turkey; | |
关键词: Baltic stock markets; conditional volatility; GARCH models; financial risk; returns; | |
DOI : 10.3846/jbem.2010.25 | |
来源: DOAJ |
【 授权许可】
Unknown